An f-test for multivariate repeated measures data with the wiener stochastic process pattern in the covariance matrix

DOI10.1080/03610929808832095zbMath0894.62065MaRDI QIDQ4385993

William D. Johnson, Carroll J. Jun. Diaz

Publication date: 13 September 1998

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929808832095

zbMATH Keywords

maximum likelihood estimates; patterned covariance matrices; Hotelling's T-square; multivariate general linear hypothesis; equality of means hypothesis; exact F-test; Wiener stochastic process pattern

Mathematics Subject Classification ID

62H15: Hypothesis testing in multivariate analysis

62M02: Markov processes: hypothesis testing

Cites Work

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